I recently made a fresh install of windows and all the tools I needed to develop software including git-for-windows. Unfortunatnly git-for-windows doesn't come with a packagemanager buildt in and going full cygwin seems a little overkill. After some research I ran in to this post on stackoverflow describing a way to install pacman in to git-for-windows. Unfortuntly only "most of it" worked in my case. This document attempts to describe the entire process I went through to install pacman.
The packages in the MSYS2 repositoy seem to be packaged using zstd now and not xz as described. Obviously it would be great to use a package manager to install zstd and un-tar the files... Given that this guide is geared towards windows installs you can install 7zip and add the Modern7z plugins to unpack zstd files.